Example usage for java.lang Math pow

Introduction

In this page you can find the example usage for java.lang Math pow.

Prototype

@HotSpotIntrinsicCandidate
public static double pow(double a, double b)

Source Link

Document

Returns the value of the first argument raised to the power of the second argument.

Usage

From source file:ch.algotrader.option.SABR.java

/**
 * Perfors a SABR calibartion based on specified volatilities.
 *
 * @return SABRSmileVO The SABR smile//from   w w  w  .  ja  va  2  s .c  o m
 */
public static SABRSmileVO calibrate(final Double[] strikes, final Double[] volatilities, final double atmVol,
        final double forward, final double years) throws SABRException {

    MultivariateRealFunction estimateRhoAndVol = x -> {

        double r = x[0];
        double v = x[1];
        double alpha = findAlpha(forward, forward, atmVol, years, beta, x[0], x[1]);
        double sumErrors = 0;

        for (int i = 0; i < volatilities.length; i++) {

            double modelVol = vol(forward, strikes[i], years, alpha, beta, r, v);
            sumErrors += Math.pow(modelVol - volatilities[i], 2);
        }

        if (Math.abs(r) > 1) {
            sumErrors = 1e100;
        }

        return sumErrors;
    };

    NelderMead nelderMead = new NelderMead();
    RealPointValuePair result;
    try {
        result = nelderMead.optimize(estimateRhoAndVol, GoalType.MINIMIZE, new double[] { -0.5, 2.6 });
    } catch (MathException ex) {
        throw new SABRException(ex.getMessage(), ex);
    }

    double rho = result.getPoint()[0];
    double volVol = result.getPoint()[1];

    SABRSmileVO params = new SABRSmileVO();
    params.setYears(years);
    params.setRho(rho);
    params.setVolVol(volVol);
    params.setAlpha(findAlpha(forward, forward, atmVol, years, beta, rho, volVol));
    params.setAtmVol(atmVol);

    return params;
}

From source file:com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunctionTest.java

@Test
public void test() {
    final int n = 15;
    final DoubleFunction1D[] f1 = HERMITE.getPolynomials(n);
    final DoubleFunction1D[] f2 = ORTHONORMAL.getPolynomials(n);
    final double x = 3.4;
    for (int i = 0; i < f1.length; i++) {
        assertEquals(/*from w  w w . ja  v  a2 s .  c o  m*/
                f1[i].applyAsDouble(x) / Math
                        .sqrt(CombinatoricsUtils.factorialDouble(i) * Math.pow(2, i) * Math.sqrt(Math.PI)),
                f2[i].applyAsDouble(x), EPS);
    }
}

From source file:com.wormsim.tracking.ConstantDoubleInstance.java

@Override
public double getOverallSquareMean() {
    return Math.pow(((ConstantDouble) parent).value, 2);
}

From source file:IK.G.java

public static double dist(double x1, double y1, double x2, double y2) {
    return Math.sqrt(Math.pow(x1 - x2, 2) + Math.pow(y1 - y2, 2));
}

From source file:com.opengamma.analytics.math.statistics.descriptive.SampleMomentCalculator.java

/**
 * @param x The array of data, not null or empty
 * @return The sample raw moment/*from  ww  w  . ja v a2 s.co m*/
 */
@Override
public Double evaluate(final double[] x) {
    Validate.notNull(x, "x was null");
    Validate.isTrue(x.length > 0, "x was empty");
    if (_n == 0) {
        return 1.;
    }
    double sum = 0;
    for (final Double d : x) {
        sum += Math.pow(d, _n);
    }
    return sum / (x.length - 1);
}

From source file:Number.java

/**
 * Round a float to the specified number of decimal places.
 * /*  w ww  .  ja  v a  2s . c  o m*/
 * @param value
 *          The value to round.
 * @param places
 *          The number of decimal points.
 * @return The rounded value as a float.
 */
public static float Round(float value, int places) {
    float p = (float) Math.pow(10, places);
    value = value * p;
    float tmp = Math.round(value);
    return (float) tmp / p;
}

From source file:io.seldon.vw.VwFeatureHash.java

public VwFeatureHash(int bits, int oaa) {
    mask = Math.round((float) Math.pow(2, bits) - 1);
    stride = Math.round((float) Math.pow(2, Math.ceil(log2(oaa, 2))));
    System.out.println("Stide is " + stride);
}

From source file:Main.java

/**
 * zeropads a long without throwing an ISOException (performs modulus operation)
 *
 * @param l the long//from  w  ww . j a va2 s  .  com
 * @param len the length
 * @return zeropadded value
 */
public static String zeropad(long l, int len) {
    try {
        return padleft(Long.toString((long) (l % Math.pow(10, len))), len, '0');
    } catch (Exception ignored) {
    }
    return null; // should never happen
}

From source file:com.opengamma.strata.math.impl.function.RealPolynomialFunction1DTest.java

@Test
public void testDerivative() {
    final double x = RANDOM.nextDouble();
    assertEquals(3 * C[3] * Math.pow(x, 2) + 2 * C[2] * x + C[1], F.derivative().applyAsDouble(x), EPS);
}

From source file:lsafunctions.LSA.java

private static RealMatrix normalizeMatrix(RealMatrix M) {
    double sumColumn = 0;
    //        Matrix row = new Matrix(1, M.getColumnDimension());
    RealMatrix row = MatrixUtils.createRealMatrix(1, M.getColumnDimension());
    for (int j = 0; j < M.getColumnDimension(); j++) {
        sumColumn = 0;//  www . ja va 2s  .  c o  m
        for (int k = 0; k < M.getRowDimension(); k++) {
            sumColumn += Math.pow(M.getEntry(k, j), 2);
        }
        sumColumn = Math.sqrt(sumColumn);
        row.setEntry(0, j, sumColumn);
    }
    for (int j = 0; j < M.getColumnDimension(); j++) {
        for (int k = 0; k < M.getRowDimension(); k++) {
            M.setEntry(k, j, M.getEntry(k, j) / row.getEntry(0, j));
        }
    }
    return M;
}